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Tsla
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


TSLA 100%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tsla, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%0.00%20.00%40.00%60.00%MayJuneJulyAugustSeptemberOctober
47.89%
9.56%
Tsla
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of Oct 3, 2024, the Tsla returned 0.22% Year-To-Date and 30.85% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.70%1.08%9.56%34.99%14.15%11.26%
Tsla0.22%16.30%47.89%1.01%74.72%30.85%
TSLA
Tesla, Inc.
0.22%16.30%47.89%1.01%74.72%30.85%

Monthly Returns

The table below presents the monthly returns of Tsla, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-24.63%7.79%-12.92%4.26%-2.84%11.12%17.28%-7.74%22.19%0.22%
202340.62%18.76%0.85%-20.80%24.11%28.36%2.16%-3.50%-3.05%-19.73%19.54%3.50%101.72%
2022-11.36%-7.08%23.80%-19.19%-12.92%-11.19%32.38%-7.25%-3.76%-14.22%-14.43%-36.73%-65.03%
202112.45%-14.87%-1.12%6.21%-11.87%8.71%1.10%7.06%5.40%43.65%2.76%-7.69%49.76%
202055.52%2.68%-21.56%49.21%6.79%29.32%32.50%74.15%-13.91%-9.55%46.27%24.33%743.44%
2019-7.75%4.19%-12.51%-14.71%-22.43%20.68%8.12%-6.62%6.76%30.74%4.77%26.79%25.70%
201813.80%-3.18%-22.42%10.43%-3.12%20.45%-13.07%1.18%-12.23%27.40%3.90%-5.04%6.89%
201717.89%-0.77%11.32%12.85%8.58%6.04%-10.55%10.03%-4.16%-2.81%-6.84%0.81%45.70%
2016-20.34%0.38%19.72%4.78%-7.28%-4.91%10.60%-9.70%-3.76%-3.09%-4.21%12.82%-10.97%
2015-8.46%-0.13%-7.17%19.75%10.95%6.96%-0.79%-6.42%-0.26%-16.70%11.27%4.23%7.91%
201420.60%34.95%-14.85%-0.27%-0.06%15.54%-6.98%20.78%-10.02%-0.40%1.17%-9.04%47.85%
201310.75%-7.15%8.79%42.49%81.07%9.82%25.08%25.86%14.42%-17.29%-20.42%18.19%344.14%

Expense Ratio

Tsla has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tsla is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Tsla is 11
Tsla
The Sharpe Ratio Rank of Tsla is 11Sharpe Ratio Rank
The Sortino Ratio Rank of Tsla is 22Sortino Ratio Rank
The Omega Ratio Rank of Tsla is 22Omega Ratio Rank
The Calmar Ratio Rank of Tsla is 11Calmar Ratio Rank
The Martin Ratio Rank of Tsla is 11Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Tsla
Sharpe ratio
The chart of Sharpe ratio for Tsla, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.005.00-0.02
Sortino ratio
The chart of Sortino ratio for Tsla, currently valued at 0.37, compared to the broader market-2.000.002.004.006.000.37
Omega ratio
The chart of Omega ratio for Tsla, currently valued at 1.04, compared to the broader market0.801.001.201.401.601.801.04
Calmar ratio
The chart of Calmar ratio for Tsla, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.00-0.02
Martin ratio
The chart of Martin ratio for Tsla, currently valued at -0.04, compared to the broader market0.0010.0020.0030.0040.0050.00-0.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.0012.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0010.0020.0030.0040.0050.0016.17

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
-0.020.371.04-0.02-0.04

Sharpe Ratio

The current Tsla Sharpe ratio is -0.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.13 to 2.86, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Tsla with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.02
2.64
Tsla
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Tsla doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-39.26%
-0.92%
Tsla
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tsla. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Tsla was 73.63%, occurring on Jan 3, 2023. The portfolio has not yet recovered.

The current Tsla drawdown is 39.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.63%Nov 5, 2021291Jan 3, 2023
-60.63%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-53.51%Sep 19, 2017428Jun 3, 2019139Dec 18, 2019567
-49.77%Sep 5, 2014361Feb 10, 2016288Apr 3, 2017649
-38.46%Nov 26, 201061Feb 23, 2011264Mar 12, 2012325

Volatility

Volatility Chart

The current Tsla volatility is 15.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
15.87%
3.33%
Tsla
Benchmark (^GSPC)
Portfolio components